Resilience is an important factor in counteracting the harmful effects of stress and is associated with healthy physiological and psychological responses to stress. Previous research has demonstrated the effectiveness of resilience fostering training programs in psychobiological stress response and recovery. Few studies, however, have examined training effects in real-life high-stress situations. In this study, we compare effects of a brief resilience training (RT) and an active control training in diversity management (DMT) on psychobiological stress response to and recovery from an intense military exercise of 81 male officer cadets. Five weeks after training completion, autonomic, endocrine, and subjective state measures of cadets were measured while undergoing stressful military exercise. The RT group perceived the military stressor as more challenging, and showed higher values in motivation and positive affect than the DMT group. Cortisol increased in both groups during stress, but showed a lower cortisol increase in the RT group thereafter. These results suggest that this brief resilience training helped cadets reframe the stressful situation in a more positive light, experiencing more positive emotions, and recovering faster from stress. To strengthen young military leaders in stressful situations, resilience promoting programs should become part of basic or leadership trainings.